Humboldt-Universität zu Berlin | Wirtschaftswissenschaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2017 | Publication: Paper accepted to JAM Publication: Paper accepted to JAM 13.01.2017. The paper "Tail Event Driven Asset Allocation: evidence from equity and mutual funds' markets" by W.K. Härdle, S. Nasekin and A. Petukhina was accepted to the Journal of Asset Management"
